Added vignettes, readme.
Initial CRAN submission.
Renamed the R implementation of scalable PCA to
pca_spca_R() and added a C++-backed pca_spca()
along with pca_spca_stream_bigmatrix() for
bigmemory::big.matrix workflows, retaining the block power
iteration algorithm of Elgamal et al. (2015).
Added pca_spca() implementing the scalable PCA
algorithm of Elgamal et al. (2015) with streaming block power iterations
for large matrices.
Added an iteratively reweighted singular value decomposition
backend for pca_robust() that exposes the final row weights
and iteration count.
Implemented a compiled svd_robust() helper with an
svd_robust_R() reference implementation.